We present and analyze an algorithm to solve numerically BSDEs based on Picard's iterations and on a sequential control variate technique. Its convergence is geometric. Moreov...
Except in the case of normal (i.e Gaussian) distribution, it is very difficult to calculate the marginal probability distribution of ARMA signals. By using a particular form of mo...
Abstract—The paper presents a method for isolated offline character recognition using radon features. The key characteristic of the method is to use DTW algorithm to match corres...
— The optimal deployment of sinks in a sensor region for power efficient data gathering of a physical phenomenon is investigated in this work. In the system of consideration, no...
Lorenzo A. Rossi, Bhaskar Krishnamachari, C. C. Ja...
The paper deals with the numerical treatment of optimal control problems with bounded distributed controls and elliptic state equations by a wider class of barrier-penalty methods...
Christian Grossmann, Holger Kunz, Robert Meischner